认知变化的统计:解释个人,群体和金融市场的共同模式
Jian-Qiao Zhu1, Jake Spicer2, Adam Sanborn2
1Department of Psychology, University of Warwick, Coventry, UK; Department of Computer Science, Princeton University, Princeton, USA.
Cognition
|June 21, 2024
概括
心理变化,或"噪音",表现出类似于金融市场的模式. 这些发现表明,一个共享的认知机制是人类行为和市场动态的基础.
科学领域:
- 认知科学 认知科学
- 行为经济学是一种行为经济学.
- 神经科学是一个神经科学.
背景情况:
- 心理变化,或心理变化,或心理变化.
- 噪音,噪音,噪音,噪音,噪音,噪音,噪音
- 通常是平均的,掩盖了其基本结构.
- 金融市场表现出"风格化事实",这是时间序列数据中的复杂模式.
- 心理噪音和金融市场行为之间的相似性尚未得到充分理解.
研究的目的:
- 调查心理变化和金融市场时间序列之间的结构相似性.
- 为了确定是否有一个共同的认知机制是两个领域观察到的样式化事实的基础.
- 探索心理采样算法的潜力,作为一个统一的模型.
主要方法:
- 在202名参与者中进行了三项实验.
- 任务逐渐简化:基于市场的预测任务,然后是孤立的预测,最后是时间间隔复制.
- 分析的重点是识别行为数据中的风格化事实.
主要成果:
- 这三项实验都成功地复制了金融市场中观察到的关键风格化事实.
- 简化任务中的结果的一致性表明了强大的底层机制.
- 一个心理采样算法模型被确定为观察到的行为潜在的解释.
结论:
- 心理噪音具有类似于金融市场动态的结构性特征.
- 一个常见的,通用的认知机制可以在各种任务中生成这些风格化的事实.
- 心理采样算法为建模这种认知机制提供了一个有希望的框架.
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